CME Swiss Franc Future June 2024


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 1.1147 1.1210 0.0064 0.6% 1.1285
High 1.1147 1.1240 0.0094 0.8% 1.1300
Low 1.1145 1.1210 0.0066 0.6% 1.1180
Close 1.1170 1.1215 0.0045 0.4% 1.1239
Range 0.0002 0.0030 0.0028 1,400.0% 0.0120
ATR 0.0051 0.0053 0.0001 2.6% 0.0000
Volume 1 4 3 300.0% 8
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1312 1.1293 1.1231
R3 1.1282 1.1263 1.1223
R2 1.1252 1.1252 1.1220
R1 1.1233 1.1233 1.1217 1.1242
PP 1.1222 1.1222 1.1222 1.1226
S1 1.1203 1.1203 1.1212 1.1212
S2 1.1192 1.1192 1.1209
S3 1.1162 1.1173 1.1206
S4 1.1132 1.1143 1.1198
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1600 1.1539 1.1305
R3 1.1480 1.1419 1.1272
R2 1.1360 1.1360 1.1261
R1 1.1299 1.1299 1.1250 1.1269
PP 1.1240 1.1240 1.1240 1.1225
S1 1.1179 1.1179 1.1228 1.1149
S2 1.1120 1.1120 1.1217
S3 1.1000 1.1059 1.1206
S4 1.0880 1.0939 1.1173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1300 1.1145 0.0156 1.4% 0.0036 0.3% 45% False False 2
10 1.1392 1.1145 0.0248 2.2% 0.0022 0.2% 28% False False 1
20 1.1585 1.1145 0.0440 3.9% 0.0015 0.1% 16% False False
40 1.1880 1.1145 0.0736 6.6% 0.0027 0.2% 10% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1368
2.618 1.1319
1.618 1.1289
1.000 1.1270
0.618 1.1259
HIGH 1.1240
0.618 1.1229
0.500 1.1225
0.382 1.1221
LOW 1.1210
0.618 1.1191
1.000 1.1180
1.618 1.1161
2.618 1.1131
4.250 1.1083
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 1.1225 1.1215
PP 1.1222 1.1215
S1 1.1218 1.1215

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These figures are updated between 7pm and 10pm EST after a trading day.

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